+758.6%
IVV vs LYB
+634.9%
+123.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | -1.0% | +9.5% | -10.5% | -3.7% |
| 3M | +3.9% | +1.3% | +2.6% | +2.8% |
| 6M | +14.5% | -1.7% | +16.2% | +12.5% |
| YTD | +12.9% | +54.1% | -41.2% | -4.0% |
| 1Y | +19.4% | +25.7% | -6.3% | +7.3% |
| 3Y | +78.8% | -20.9% | +99.7% | +81.8% |
| 5Y | +82.2% | -1.5% | +83.7% | +70.1% |
| 10Y | +313.7% | +45.0% | +268.7% | +212.2% |
| All | +758.6% | +634.9% | +123.8% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling